Reported by rcurtin on 17 Oct 42162159 13:08 UTC
Right now we are transposing the data matrices:
void PCA::Apply(const arma::mat& data,
arma::mat& coeffs) const
arma::mat transData = trans(data);
I'm convinced we could avoid transposing the matrices and end up with a speed gain as a result. There is a function in arma_extend, arma::ccov(), which will be useful for this. It's the equivalent to cov(trans(matrix)), but without actually performing the transpose.
Commented by rcurtin on 27 Jun 43359020 05:05 UTC
r15050, which was to fix #280, significantly helps this along too. Only PCA remains.
Commented by rcurtin on 16 Mar 43359031 08:44 UTC
The PCA work was actually done a long time ago but I never knew. So this can be resolved.